Report NEP-ECM-2011-08-02

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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The following items were announced in this report:

• Item repec:dgr:kubcen:2011082 is not listed on IDEAS anymore

• Vogelsang, Timothy J. & Wagner, Martin, 2011. "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series 272, Institute for Advanced Studies.
• Ley, Eduardo & Steel, Mark F.J., 2011. "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series 5732, The World Bank.
• Dominique Guegan & Philippe de Peretti, 2011. "Tests of Structural Changes in Conditional Distributions with Unknown Changepoints," Documents de travail du Centre d'Economie de la Sorbonne 11042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Nilsen, Øivind Anti & Raknerud, Arvid & Skjerpen, Terje, 2011. "Using the Helmert-Transformation to Reduce Dimensionality in a Mixed Model: Application to a Wage Equation with Worker and Firm Heterogeneity," IZA Discussion Papers 5847, Institute of Labor Economics (IZA).
• Massimiliano Bratti & Alfonso Miranda, 2011. "Endogenous treatment effects for count data models with endogenous participation or sample selection," Mexican Stata Users' Group Meetings 2011 05, Stata Users Group.
• Krenar Avdulaj, 2011. "The Extreme Value Theory as a Tool to Measure Market Risk," Working Papers IES 2011/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2011.
• Gabriele La Spada & Fabrizio Lillo, 2011. "The effect of round-off error on long memory processes," Papers 1107.4476, arXiv.org, revised Mar 2013.
• E. Otranto, 2011. "Classification of Volatility in Presence of Changes in Model Parameters," Working Paper CRENoS 201113, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Luis F. Martins, 2011. "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers w201116, Banco de Portugal, Economics and Research Department.
• Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:cdl:ucsdec:2113389 is not listed on IDEAS anymore